INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Semi-Annual Classic Autocall Jan 2024 EUR
ISIN: XS2663319593
STRIKE DATE: 24/01/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,196.820014394.77
Eurostoxx 504,564.11006382.59
Nikkei 22536,226.480064214.48
S&P 5004,868.55007747.71

STRIKE DATE 24/01/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: EUR: 4.75% Semi-Annually (9.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 9.50% p.a.
ISIN XS2663319593
NEXT POTENTIAL MATURITY DATE 24/01/2025

EXPAND CLOSE
Barclays 3 Year Triple Index Fixed Income Jan 2024 EUR
ISIN: XS2674270462
STRIKE DATE: 17/01/2024
INDICATIVE PRICE: 97.99%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 97.99% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,403.08006382.59
S&P 5004,739.21007747.71
Nikkei 22535,477.750064214.48

STRIKE DATE 17/01/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 4.75% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2674270462
NEXT POTENTIAL MATURITY DATE 19/01/2027

EXPAND CLOSE
Barclays 3 Year Triple Index Fixed Income Jan 2024 GBP
ISIN: XS2674270207
STRIKE DATE: 17/01/2024
INDICATIVE PRICE: 97.29%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.29% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,403.08006382.59
S&P 5004,739.21007747.71
Nikkei 22535,477.750064214.48

STRIKE DATE 17/01/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.38% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2674270207
NEXT POTENTIAL MATURITY DATE 25/01/2027

EXPAND CLOSE
Barclays 3 Year Triple Index Fixed Income Jan 2024 USD
ISIN: XS2674270389
STRIKE DATE: 17/01/2024
INDICATIVE PRICE: 97.26%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 97.26% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,403.08006382.59
S&P 5004,739.21007747.71
Nikkei 22535,477.750064214.48

STRIKE DATE 17/01/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.42% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2674270389
NEXT POTENTIAL MATURITY DATE 25/01/2027

EXPAND CLOSE
UniCredit Global Markets Memory Income Autocall Dec 2023
ISIN: DE000HD10SD9
STRIKE DATE: 06/12/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,515.380010831.52
S&P 5004,549.34007747.71
Nikkei 22533,445.900064214.48
Eurostoxx 504,483.26006382.59

STRIKE DATE 06/12/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.95% Quarterly (7.80% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 3.80% p.a.
ISIN DE000HD10SD9
NEXT POTENTIAL MATURITY DATE 08/12/2025

EXPAND CLOSE
BNP UK Banks 70-70 Low Hurdle Autocall Nov 2023
ISIN: XS2669935285
STRIKE DATE: 30/11/2023
INDICATIVE PRICE: 147.24%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY GBP
CURRENT PRICE 147.24% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Barclays141.0400493.4
HSBC587.88441563.6
Lloyds43.4700112.45

STRIKE DATE 30/11/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 8.55% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2669935285
NEXT POTENTIAL MATURITY DATE 30/11/2026

EXPAND CLOSE
UniCredit Diversified Markets Memory Income Autocall Nov 2023 USD
ISIN: DE000HD0A9L1
STRIKE DATE: 30/11/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,453.750010831.52
S&P 5004,567.80007747.71
Nikkei 22533,486.890064214.48
Eurostoxx 504,382.47006382.59

STRIKE DATE 30/11/2023
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 2.025% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.10% p.a.
ISIN DE000HD0A9L1
NEXT POTENTIAL MATURITY DATE 29/11/2024

EXPAND CLOSE
UniCredit Diversified Markets Memory Income Autocall Nov 2023 GBP
ISIN: DE000HD0A9M9
STRIKE DATE: 30/11/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,453.750010831.52
S&P 5004,567.80007747.71
Nikkei 22533,486.890064214.48
Eurostoxx 504,382.47006382.59

STRIKE DATE 30/11/2023
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.90% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.60% p.a.
ISIN DE000HD0A9M9
NEXT POTENTIAL MATURITY DATE 29/11/2024

EXPAND CLOSE
BBVA Dual Index Fixed Income Nov 2023
ISIN: XS2641317073
STRIKE DATE: 28/11/2023
INDICATIVE PRICE: 97.22%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 97.22% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,455.240010831.52
S&P 5004,554.89007747.71

STRIKE DATE 28/11/2023
RETURN & BARRIERS
Maximum Term: 4 Years Investment Structure: Fixed Income Fixed Income Rate: USD: 5.85% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2641317073
NEXT POTENTIAL MATURITY DATE 29/11/2027

EXPAND CLOSE
Leonteq US Stock Classic Autocall Nov 2023 USD
ISIN: CH1300960593
STRIKE DATE: 28/11/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Leonteq
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Carnival Corp14.630023.48
Meta Platform Inc338.9900610.68
Microsoft382.7000510.12
Tesla Motors246.7200

STRIKE DATE 28/11/2023
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 83% of initial level Coupon Rate: USD: 5.00% Quarterly (20.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 20.0%
ISIN CH1300960593
NEXT POTENTIAL MATURITY DATE 29/08/2024

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Jan 2024 GBP
ISIN: XS2663289077
STRIKE DATE: 10/01/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY XS2663289077
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,255.000014394.77
Eurostoxx 504,468.98006382.59
Nikkei 22534,441.720064214.48
S&P 5004,783.45007747.71

STRIKE DATE 10/01/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually(First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 3.60% Semi-Annual (7.20% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.20% p.a.
ISIN XS2663289077
NEXT POTENTIAL MATURITY DATE 12/01/2026

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Jan 2024 USD
ISIN: XS2663289150
STRIKE DATE: 10/01/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,255.000014394.77
Eurostoxx 504,468.98006382.59
Nikkei 22534,441.720064214.48
S&P 5004,783.45007747.71

STRIKE DATE 10/01/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually(First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 4.10% Semi-Annual (8.20% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.20% p.a.
ISIN XS2663289150
NEXT POTENTIAL MATURITY DATE 12/01/2026

EXPAND CLOSE
Morgan Stanley 100% Capital Protected Autocall Dec 2023 GBP
ISIN: XS2722337214
STRIKE DATE: 14/12/2023
INDICATIVE PRICE: 118.34%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 118.34% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,539.16006382.59
S&P/ASX 2007,377.85609020.093
Nikkei 22532,686.250064214.48

STRIKE DATE 14/12/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 3.625% Semi-Annually (7.25% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2722337214
NEXT POTENTIAL MATURITY DATE 14/12/2026

EXPAND CLOSE
Morgan Stanley 100% Capital Protected Autocall Dec 2023 USD
ISIN: XS2722337305
STRIKE DATE: 14/12/2023
INDICATIVE PRICE: 120.76%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 120.76% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,539.16006382.59
S&P/ASX 2007,377.85609020.093
Nikkei 22532,686.250064214.48

STRIKE DATE 14/12/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 4.10% Semi-Annually (8.20% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2722337305
NEXT POTENTIAL MATURITY DATE 14/12/2026

EXPAND CLOSE
GS CPI & Technology Linked Participation Growth Nov 2023 USD
ISIN: XS2688912349
STRIKE DATE: 01/11/2023
INDICATIVE PRICE: 112.94%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 112.94% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
US CPI Urban Consumers NSA307.7890333.918
Goldman Sachs US Technology Equity 6% Volatility Target USD ER Index170.7000197.52

STRIKE DATE 01/11/2023
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Growth Note Participation Rate: USD: 100% participation in both the CPI and Underlying Index at maturity Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS2688912349
NEXT POTENTIAL MATURITY DATE 01/11/2028

EXPAND CLOSE
GS CPI & Multi Asset Linked Participation Growth Nov 2023 USD
ISIN: XS2688913230
STRIKE DATE: 24/11/2023
INDICATIVE PRICE: 110.34%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 110.34% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
US CPI Urban Consumers NSA307.6710333.918
Goldman Sachs Global Multi-Asset Allocator 6% Index139.0500155.67

STRIKE DATE 24/11/2023
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Growth Note Participation Rate: USD: 100% participation in the CPI and 120% participation in the Underlying Index at maturity Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS2688913230
NEXT POTENTIAL MATURITY DATE 24/11/2028

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Dec 2023 GBP
ISIN: XS2662791321
STRIKE DATE: 13/12/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,548.440010831.52
Eurostoxx 504,530.19006382.59
Nikkei 22532,926.350064214.48
S&P 5004,707.09007747.71

STRIKE DATE 13/12/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 5.25% Semi-Annually (10.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.50% p.a.
ISIN XS2662791321
NEXT POTENTIAL MATURITY DATE 13/12/2024

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Dec 2023 USD
ISIN: XS2662791248
STRIKE DATE: 13/12/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,548.440010831.52
Eurostoxx 504,530.19006382.59
Nikkei 22532,926.350064214.48
S&P 5004,707.09007747.71

STRIKE DATE 13/12/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 6.15% Semi-Annually (12.30% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.30% p.a.
ISIN XS2662791248
NEXT POTENTIAL MATURITY DATE 13/12/2024

EXPAND CLOSE
Soc Gen Capital Protected Income & Growth Nov 2023 GBP
ISIN: XS2699611393
STRIKE DATE: 20/11/2023
INDICATIVE PRICE: 0.00%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY GBP
CURRENT PRICE 0.00% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,496.360010831.52
Eurostoxx 504,342.41006382.59
S&P 5004,547.38007747.71
Nikkei 22533,388.030064214.48

STRIKE DATE 20/11/2023
RETURN & BARRIERS
Term: 6 Years Strike Level for Growth: 100% of initial level Fixed Income Rate: USD 20% Paid at Year 3 on 50% of initial investment Participation Rate: 100% participation in the growth above the strike level, capped 125% paid on remaining 50% at maturity Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS2699611393
NEXT POTENTIAL MATURITY DATE 20/11/2026

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall Nov 2023 USD
ISIN: XS2682906057
STRIKE DATE: 08/11/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10015,313.240029482.32
Eurostoxx 504,178.49006382.59
Nikkei 22532,166.480064214.48

STRIKE DATE 08/11/2023
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 7.50% Quarterly (13.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 15.00% p.a.
ISIN XS2682906057
NEXT POTENTIAL MATURITY DATE 08/11/2024

    EXPAND CLOSE